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Tradr 2X Long TTMI Daily ETF TTMX

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Market dataready · fetched 2026-11-12T02:23:07.746Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:07.491467302Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:23:07.213430+00:00

Share price$2.52
1D+1.6%
AH$2.33$2.43$2.53$2.62$2.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTMX
Sold putSold callAH

Tradr 2X Long TTMI Daily ETF options

Live interpolated TTMX call and put midpoint premiums by absolute delta.Tradr 2X Long TTMI Daily ETF$0.40$0.62$0.84$1.06$1.29$0.82$1.62$2.42$3.22$4.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TTMX spot · $2.52TTMX PRICE$0.42$0.42$0.42$0.43$0.47$0.51$0.55$0.59$0.63$0.67$0.71$0.46$0.48$0.52$0.55$0.59$0.63$0.66$0.70$0.76$0.87$0.99$1.11$1.22
PutsExpensive1.17×
Calls——
Skew——
Implied moveBearish±$1.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.72599.6%50.2%
25Δ12.56800.0%415.4%2.01516.6%39.1%
30Δ10.43800.0%330.9%2.16479.1%34.7%
35Δ8.41782.5%250.7%2.31441.6%30.3%
40Δ4.98603.4%114.5%2.45404.0%26.0%
45Δ4.57562.0%100.0%2.60366.5%21.6%
50Δ4.17520.7%85.6%2.75329.0%17.2%
55Δ3.76479.4%71.1%2.89291.5%12.9%
60Δ3.36438.1%56.7%3.04261.3%9.4%
65Δ2.96396.7%42.3%3.19250.4%8.0%
70Δ2.55355.4%27.8%3.34239.5%6.7%
75Δ2.15314.1%13.4%3.49228.6%5.3%
80Δ3.64217.7%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.72
IV
599.6%
B/E move
50.2%

25Δ

Calls
Pseudo strike
12.56
IV
800.0%
B/E move
415.4%
Puts
Pseudo strike
2.01
IV
516.6%
B/E move
39.1%

30Δ

Calls
Pseudo strike
10.43
IV
800.0%
B/E move
330.9%
Puts
Pseudo strike
2.16
IV
479.1%
B/E move
34.7%

35Δ

Calls
Pseudo strike
8.41
IV
782.5%
B/E move
250.7%
Puts
Pseudo strike
2.31
IV
441.6%
B/E move
30.3%

40Δ

Calls
Pseudo strike
4.98
IV
603.4%
B/E move
114.5%
Puts
Pseudo strike
2.45
IV
404.0%
B/E move
26.0%

45Δ

Calls
Pseudo strike
4.57
IV
562.0%
B/E move
100.0%
Puts
Pseudo strike
2.60
IV
366.5%
B/E move
21.6%

50Δ

Calls
Pseudo strike
4.17
IV
520.7%
B/E move
85.6%
Puts
Pseudo strike
2.75
IV
329.0%
B/E move
17.2%

55Δ

Calls
Pseudo strike
3.76
IV
479.4%
B/E move
71.1%
Puts
Pseudo strike
2.89
IV
291.5%
B/E move
12.9%

60Δ

Calls
Pseudo strike
3.36
IV
438.1%
B/E move
56.7%
Puts
Pseudo strike
3.04
IV
261.3%
B/E move
9.4%

65Δ

Calls
Pseudo strike
2.96
IV
396.7%
B/E move
42.3%
Puts
Pseudo strike
3.19
IV
250.4%
B/E move
8.0%

70Δ

Calls
Pseudo strike
2.55
IV
355.4%
B/E move
27.8%
Puts
Pseudo strike
3.34
IV
239.5%
B/E move
6.7%

75Δ

Calls
Pseudo strike
2.15
IV
314.1%
B/E move
13.4%
Puts
Pseudo strike
3.49
IV
228.6%
B/E move
5.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
217.7%
B/E move
4.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations